[R] optimizing with non-linear constraints

[Rainer M Krug]

Hi

I have posted the following question on stackoverflow [1] but haven't
received a response yet. Has somebody here any idea, how to formulate
non-linear constraints using e.g. the packages alabama or nlopr? The
question is pasted below.

I am really stuck with this.

Thanks,

Rainer

,----
| I am successful in using constrOptim() for linear constraints (thanks to
| a comment in my earlier question), but I now have a problem with
| non-linear constraints.
| 
| Consider the following example:
| 
| I want to fit a function FUN(X1, X2, ... X12)
| 
|  X1 = dep.a
|  X2 = dep.b
|  X3 = dep.c
|  ... for all z0. , na. and zjoint. 
| 
| and have the following constraint
| (link to formulas:
| http://stackoverflow.com/questions/32845169/how-to-optimize-with-non-linear-constraints-in-r
| )
| | 
| With some re-formating and h > 0 and LAI > 0 I get for thew first one
| 
| -X1 <= LAI^X2 / X3 < 1 - X1
| 
| where LAI is simply a number which constant for each fit.
| 
| I saw the packages alabama and nloptr but I don't manage to get my head
| around how I can specify these types of constraints?
| 
| Also a web search did not yield any helpful information for me.
| 
| Could somebody provide some info how I can convert these constraints
| into arguments for the fitting functions (e.g. hin, heq in the alabama
| package)?
`----


Footnotes: 
[1]  http://stackoverflow.com/questions/32845169/how-to-optimize-with-non-linear-constraints-in-r

-- 
Rainer M. Krug, PhD (Conservation Ecology, SUN), MSc (Conservation Biology, UCT), Dipl. Phys. (Germany)

Centre of Excellence for Invasion Biology
Stellenbosch University
South Africa

Tel :       +33 - (0)9 53 10 27 44
Cell:       +33 - (0)6 85 62 59 98
Fax :       +33 - (0)9 58 10 27 44

Fax (D):    +49 - (0)3 21 21 25 22 44

email:      Rainer at krugs.de

Skype:      RMkrug

PGP: 0x0F52F982
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